CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 1.3283 1.3329 0.0046 0.3% 1.3096
High 1.3283 1.3329 0.0046 0.3% 1.3275
Low 1.3283 1.3329 0.0046 0.3% 1.3088
Close 1.3283 1.3329 0.0046 0.3% 1.3246
Range
ATR 0.0060 0.0059 -0.0001 -1.7% 0.0000
Volume 1 1 0 0.0% 23
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3329 1.3329 1.3329
R3 1.3329 1.3329 1.3329
R2 1.3329 1.3329 1.3329
R1 1.3329 1.3329 1.3329 1.3329
PP 1.3329 1.3329 1.3329 1.3329
S1 1.3329 1.3329 1.3329 1.3329
S2 1.3329 1.3329 1.3329
S3 1.3329 1.3329 1.3329
S4 1.3329 1.3329 1.3329
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3764 1.3692 1.3349
R3 1.3577 1.3505 1.3297
R2 1.3390 1.3390 1.3280
R1 1.3318 1.3318 1.3263 1.3354
PP 1.3203 1.3203 1.3203 1.3221
S1 1.3131 1.3131 1.3229 1.3167
S2 1.3016 1.3016 1.3212
S3 1.2829 1.2944 1.3195
S4 1.2642 1.2757 1.3143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3329 1.3088 0.0241 1.8% 0.0040 0.3% 100% True False 3
10 1.3329 1.2965 0.0364 2.7% 0.0024 0.2% 100% True False 2
20 1.3329 1.2863 0.0466 3.5% 0.0014 0.1% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3329
2.618 1.3329
1.618 1.3329
1.000 1.3329
0.618 1.3329
HIGH 1.3329
0.618 1.3329
0.500 1.3329
0.382 1.3329
LOW 1.3329
0.618 1.3329
1.000 1.3329
1.618 1.3329
2.618 1.3329
4.250 1.3329
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 1.3329 1.3315
PP 1.3329 1.3301
S1 1.3329 1.3288

These figures are updated between 7pm and 10pm EST after a trading day.

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